To report on the People on your database and their Campaign Membership, start by building a People report and adding all the columns for the data you want to see. REMEMBER, if you add the column for Campaign this will show you the value in the Campaign field on the Main tab of the Person record, ie, the Campaign that first introduced you to that Person.
To see the details of all the Campaigns of which the People are members you can select the Campaign Membership option, as shown in the screenshot below. This will open a new dialogue box where you can drill through to the fields on a Campaign record, thus you can choose the column for the name of the Campaign.
If you just want to see one row of data per person, you can use the Group Concatenate function. So, instead of adding the Campaign Membership name as above, you would add a calculated column that contained the following formula:
When using Group Concatenate you need to summarise the report. You could summarise by the Person Name but if there is more than one person on your database with the same name, this will skew your results. It would be better to add a column for Object Reference and summarise by that instead. (If you don't want to see the Object Reference in your report you can 'hide' that column.)
Using the above method will return a report that looks similar to the one below (click to enlarge):